Asymptotic Solutions for Australian Options with Low Volatility (Q4586320)
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scientific article; zbMATH DE number 6935845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Solutions for Australian Options with Low Volatility |
scientific article; zbMATH DE number 6935845 |
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Asymptotic Solutions for Australian Options with Low Volatility (English)
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12 September 2018
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Asian options
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Australian options
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stochastic volatility
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asymptotic expansions
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